+70.9%
AVAV vs ALC
+31.8%
+39.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.1% | +12.6% | +11.3% |
| 7D | -10.6% | +4.9% | -15.5% | -12.7% |
| 30D | -18.8% | +19.0% | -37.7% | -24.7% |
| 3M | -34.1% | +7.8% | -41.9% | -36.4% |
| 6M | -35.3% | +14.6% | -49.9% | -39.3% |
| YTD | -53.4% | -4.4% | -48.9% | -53.2% |
| 1Y | -65.6% | +1.4% | -67.0% | -66.5% |
| 3Y | -5.1% | +2.5% | -7.6% | -9.7% |
| 5Y | +18.5% | -10.9% | +29.4% | +16.1% |
| All | +70.9% | +31.8% | +39.1% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling